+306.5%
IVV vs BP
+131.5%
+175.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -2.7% | -11.6% | +8.9% | +0.4% |
| 30D | -5.4% | 0.0% | -5.4% | -5.6% |
| 3M | -4.1% | +6.7% | -10.8% | -6.2% |
| 6M | +0.7% | +2.2% | -1.4% | -0.8% |
| YTD | +8.7% | +33.0% | -24.2% | -1.6% |
| 1Y | +11.0% | +30.7% | -19.7% | +0.8% |
| 3Y | +75.4% | +44.2% | +31.2% | +52.3% |
| 5Y | +68.3% | +105.1% | -36.8% | +27.5% |
| All | +306.5% | +131.5% | +175.0% | +200.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling